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As you know we can have sensitivity analysis (sensitivity of output(s) based on changing of inputs) in different kinds of regression. Can we have sensitivity analysis for machine learning techniques (Specially Neural network and Support vector machine or others). I'm using MATLAB R2014b for coding. How can I do that?

user2991243
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You can use partial dependence plots, which will give you an estimate of the sensitivity of the predicted output with regards to each of the independent variables.

See chapter 10.13.2 of the Elements of Statistical Learning by Hastie, Tibshirani, Friedman.

jaamor
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  • Very useful link, but this applies to Decision Trees. – pcko1 Jun 19 '18 at 14:23
  • PDP can apply to any function / model. The method is generic and is used in practice for classification and regression models. – jaamor Jun 20 '18 at 13:17